If I open the image in another window is displayed at full size, yet the visitor can't click on the thumbnail to make it bigger. It would make way more sense if he could.
In order to get an image to show the enlarged version when you click on it, the best thing you can do is open the image in a new tab, and then using that link for where your user should go when he clicks on the image! (Images can be linked to any location, including another image link. Unfortuantely, this is also the reason we do not just have the images enlarge on click.)